COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 188,209: 73,392 29,589 19,611 82,034 124,794 175,037 173,994: 13,172 14,215
Old : 181,493: 73,302 29,631 19,218 76,350 118,558 168,870 167,407: 12,623 14,086
Other: 6,716: 319 187 164 5,684 6,236 6,167 6,587: 549 129
: : :
: : Changes in Commitments from: October 6, 2015 :
: -1,552: 3,173 -6,339 731 -5,734 5,284 -1,830 -324: 278 -1,228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 15.7 10.4 43.6 66.3 93.0 92.4: 7.0 7.6
Old : 100.0: 40.4 16.3 10.6 42.1 65.3 93.0 92.2: 7.0 7.8
Other: 100.0: 4.7 2.8 2.4 84.6 92.9 91.8 98.1: 8.2 1.9
: : :
:# Traders : Number of Traders in Each Category :
All : 267: 101 78 73 54 63 191 186:
Old : 267: 102 77 72 51 62 188 184:
Other: 57: 6 6 5 20 24 29 34:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.2 26.7 23.7 37.5 13.8 22.2 22.8 32.2
Old : 14.5 27.0 24.5 37.1 14.2 23.0 23.5 32.8
Other: 59.2 66.5 76.0 84.9 58.2 66.5 75.1 84.8
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 16,702: 2,462 6,541 381 11,847 8,180 14,690 15,102: 2,012 1,600
Old : 7,755: 1,284 5,784 0 5,191 826 6,475 6,610: 1,280 1,145
Other: 8,947: 1,481 1,060 78 6,656 7,354 8,215 8,492: 732 455
: : :
: : Changes in Commitments from: October 6, 2015 :
: -474: -573 -311 108 324 86 -141 -117: -333 -357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 39.2 2.3 70.9 49.0 88.0 90.4: 12.0 9.6
Old : 100.0: 16.6 74.6 0.0 66.9 10.7 83.5 85.2: 16.5 14.8
Other: 100.0: 16.6 11.8 0.9 74.4 82.2 91.8 94.9: 8.2 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 20 21 8 27 10 49 39:
Old : 61: 17 21 0 20 4 37 25:
Other: 52: 11 13 3 23 9 36 23:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.9 38.9 47.3 57.9 25.9 30.1 43.4 48.5
Old : 40.4 41.7 55.6 60.8 40.4 41.7 55.6 60.5
Other: 35.6 61.0 58.4 81.6 35.6 58.7 58.4 78.8
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 213,757: 62,926 20,737 39,133 98,821 147,664 200,880 207,534: 12,877 6,223
Old : 189,176: 66,346 21,538 29,875 80,639 131,777 176,860 183,190: 12,316 5,986
Other: 24,581: 4,947 7,566 891 18,182 15,887 24,020 24,344: 561 237
: : :
: : Changes in Commitments from: October 6, 2015 :
: 680: -3,646 3,284 918 2,969 -3,953 241 249: 439 431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 9.7 18.3 46.2 69.1 94.0 97.1: 6.0 2.9
Old : 100.0: 35.1 11.4 15.8 42.6 69.7 93.5 96.8: 6.5 3.2
Other: 100.0: 20.1 30.8 3.6 74.0 64.6 97.7 99.0: 2.3 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 209: 101 35 55 56 45 174 124:
Old : 208: 101 37 55 55 45 173 123:
Other: 50: 9 10 4 24 14 34 27:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 35.0 33.7 45.1 14.5 20.5 21.0 28.5
Old : 21.7 32.4 31.3 42.5 13.5 23.6 21.8 31.9
Other: 74.4 73.0 86.3 85.0 71.0 68.7 79.0 80.1
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 742,311: 232,455 73,548 64,295 373,215 561,205 669,965 699,048: 72,346 43,263
Old : 742,311: 232,455 73,548 64,295 373,215 561,205 669,965 699,048: 72,346 43,263
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: -1,038: 18,590 -9,792 -12,631 -13,388 28,142 -7,429 5,719: 6,391 -6,757
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 9.9 8.7 50.3 75.6 90.3 94.2: 9.7 5.8
Old : 100.0: 31.3 9.9 8.7 50.3 75.6 90.3 94.2: 9.7 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 231: 90 41 66 79 74 193 161:
Old : 231: 90 41 66 79 74 193 161:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.7 32.0 23.2 47.0 12.5 28.5 22.3 41.1
Old : 12.7 32.0 23.2 47.0 12.5 28.5 22.3 41.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COFFEE C - ICE FUTURES U.S. Code-083731
Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 181,065: 39,406 44,712 30,250 100,815 96,980 170,471 171,942: 10,594 9,123
Old : 167,868: 41,130 46,985 24,423 92,855 87,943 158,408 159,351: 9,460 8,517
Other: 13,197: 3,278 2,729 825 7,960 9,037 12,063 12,591: 1,134 606
: : :
: : Changes in Commitments from: October 6, 2015 :
: -9,766: -589 -10,460 -470 -8,035 923 -9,094 -10,007: -672 241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 24.7 16.7 55.7 53.6 94.1 95.0: 5.9 5.0
Old : 100.0: 24.5 28.0 14.5 55.3 52.4 94.4 94.9: 5.6 5.1
Other: 100.0: 24.8 20.7 6.3 60.3 68.5 91.4 95.4: 8.6 4.6
: : :
:# Traders : Number of Traders in Each Category :
All : 387: 115 100 102 133 109 310 269:
Old : 387: 119 99 99 131 107 308 264:
Other: 112: 16 15 5 63 39 81 57:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.0 14.0 24.5 25.5 11.2 12.9 18.6 21.7
Old : 15.6 14.1 25.1 25.6 12.1 13.2 20.2 22.6
Other: 42.0 39.7 54.5 55.8 36.3 39.7 47.3 53.7
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 72,734: 49,049 10,174 1,435 12,959 57,897 63,443 69,506: 9,291 3,228
Old : 72,734: 49,049 10,174 1,435 12,959 57,897 63,443 69,506: 9,291 3,228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 1,777: -5,607 1,509 9 6,933 -1,377 1,335 141: 442 1,636
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.4 14.0 2.0 17.8 79.6 87.2 95.6: 12.8 4.4
Old : 100.0: 67.4 14.0 2.0 17.8 79.6 87.2 95.6: 12.8 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 133: 87 23 14 12 9 108 42:
Old : 133: 87 23 14 12 9 108 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.0 84.4 52.6 88.2 37.4 84.4 51.8 87.3
Old : 38.0 84.4 52.6 88.2 37.4 84.4 51.8 87.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSELL 2000 INDEX X $100.00) :
: : :
All : 372,469: 42,400 82,864 2,999 309,967 269,208 355,366 355,071: 17,103 17,398
Old : 372,469: 42,400 82,864 2,999 309,967 269,208 355,366 355,071: 17,103 17,398
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: -16,280: 582 -2,010 136 -17,391 -13,749 -16,673 -15,623: 393 -657
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 22.2 0.8 83.2 72.3 95.4 95.3: 4.6 4.7
Old : 100.0: 11.4 22.2 0.8 83.2 72.3 95.4 95.3: 4.6 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 252: 35 56 10 93 100 133 161:
Old : 252: 35 56 10 93 100 133 161:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.8 33.1 53.4 42.1 39.6 33.1 49.9 41.5
Old : 41.8 33.1 53.4 42.1 39.6 33.1 49.9 41.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 162,835: 45,377 10,137 2,702 107,218 145,688 155,297 158,527: 7,538 4,308
Old : 162,835: 45,377 10,137 2,702 107,218 145,688 155,297 158,527: 7,538 4,308
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 2,922: -807 202 -69 3,716 3,434 2,840 3,567: 82 -645
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 6.2 1.7 65.8 89.5 95.4 97.4: 4.6 2.6
Old : 100.0: 27.9 6.2 1.7 65.8 89.5 95.4 97.4: 4.6 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 116: 21 11 3 53 52 75 65:
Old : 116: 21 11 3 53 52 75 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.5 43.7 52.0 60.8 33.8 43.7 50.1 60.6
Old : 35.5 43.7 52.0 60.8 33.8 43.7 50.1 60.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042
Commitments of Traders - Futures Only, October 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 505,664: 127,390 97,819 11,750 346,507 383,218 485,647 492,787: 20,017 12,877
Old : 505,664: 127,390 97,819 11,750 346,507 383,218 485,647 492,787: 20,017 12,877
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 6,146: -3,356 -11,454 -495 7,345 18,727 3,494 6,778: 2,652 -632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 19.3 2.3 68.5 75.8 96.0 97.5: 4.0 2.5
Old : 100.0: 25.2 19.3 2.3 68.5 75.8 96.0 97.5: 4.0 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 248: 58 53 20 93 86 161 149:
Old : 248: 58 53 20 93 86 161 149:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.6 21.8 40.3 34.8 21.3 20.0 31.5 29.6
Old : 27.6 21.8 40.3 34.8 21.3 20.0 31.5 29.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 16, 2015